1 code implementation • 14 Jul 2022 • Wesley J. Maddox, Andres Potapczynski, Andrew Gordon Wilson
Low-precision arithmetic has had a transformative effect on the training of neural networks, reducing computation, memory and energy requirements.
1 code implementation • 13 Jul 2022 • Gregory Benton, Wesley J. Maddox, Andrew Gordon Wilson
A broad class of stochastic volatility models are defined by systems of stochastic differential equations.
1 code implementation • 30 Mar 2022 • Sanyam Kapoor, Wesley J. Maddox, Pavel Izmailov, Andrew Gordon Wilson
In Bayesian regression, we often use a Gaussian observation model, where we control the level of aleatoric uncertainty with a noise variance parameter.
1 code implementation • 31 Dec 2021 • Wesley J. Maddox, Sanyam Kapoor, Andrew Gordon Wilson
While recent work on conjugate gradient methods and Lanczos decompositions have achieved scalable Gaussian process inference with highly accurate point predictions, in several implementations these iterative methods appear to struggle with numerical instabilities in learning kernel hyperparameters, and poor test likelihoods.
1 code implementation • NeurIPS 2021 • Wesley J. Maddox, Samuel Stanton, Andrew Gordon Wilson
With a principled representation of uncertainty and closed form posterior updates, Gaussian processes (GPs) are a natural choice for online decision making.
2 code implementations • NeurIPS 2021 • Wesley J. Maddox, Maximilian Balandat, Andrew Gordon Wilson, Eytan Bakshy
However, the Gaussian Process (GP) models typically used as probabilistic surrogates for multi-task Bayesian Optimization scale poorly with the number of outcomes, greatly limiting applicability.
1 code implementation • 2 Mar 2021 • Wesley J. Maddox, Shuai Tang, Pablo Garcia Moreno, Andrew Gordon Wilson, Andreas Damianou
The inductive biases of trained neural networks are difficult to understand and, consequently, to adapt to new settings.
2 code implementations • 2 Mar 2021 • Samuel Stanton, Wesley J. Maddox, Ian Delbridge, Andrew Gordon Wilson
Gaussian processes (GPs) provide a gold standard for performance in online settings, such as sample-efficient control and black box optimization, where we need to update a posterior distribution as we acquire data in a sequential fashion.
1 code implementation • 25 Feb 2021 • Gregory W. Benton, Wesley J. Maddox, Sanae Lotfi, Andrew Gordon Wilson
In this paper, we show that there are mode-connecting simplicial complexes that form multi-dimensional manifolds of low loss, connecting many independently trained models.
3 code implementations • 25 Mar 2020 • Shuai Tang, Wesley J. Maddox, Charlie Dickens, Tom Diethe, Andreas Damianou
A suitable similarity index for comparing learnt neural networks plays an important role in understanding the behaviour of the highly-nonlinear functions, and can provide insights on further theoretical analysis and empirical studies.
1 code implementation • 4 Mar 2020 • Wesley J. Maddox, Gregory Benton, Andrew Gordon Wilson
Neural networks appear to have mysterious generalization properties when using parameter counting as a proxy for complexity.
1 code implementation • NeurIPS 2019 • Gregory W. Benton, Wesley J. Maddox, Jayson P. Salkey, Julio Albinati, Andrew Gordon Wilson
The resulting approach enables learning of rich representations, with support for any stationary kernel, uncertainty over the values of the kernel, and an interpretable specification of a prior directly over kernels, without requiring sophisticated initialization or manual intervention.
1 code implementation • 17 Jul 2019 • Pavel Izmailov, Wesley J. Maddox, Polina Kirichenko, Timur Garipov, Dmitry Vetrov, Andrew Gordon Wilson
Bayesian inference was once a gold standard for learning with neural networks, providing accurate full predictive distributions and well calibrated uncertainty.